The Paris-MHM project consists of developing a long-term market risk management model based on in-depth research on the subject.
The purpose of the project is to design tools for evaluating those risks, analyze in a consistent and systematic manner optimization problems, generate a detailed projection that integrates dynamic processes, and establish a dynamic perspective of the underlying economic equilibriums.
This work will consist of developing tools and concepts based on a representation of the joint dynamics of the cost of assets serving to reduce long-term variation and thus better define risk. It will also include the designing of tools for optimization under risk constraints with various contexts in mind.
PARIS-MHM brings together seven highly-skilled, world-renowned partners.
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